+432.3%
ASX vs TXT
+10.4%
+421.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -0.7% | -4.8% | +4.1% | +2.2% |
| 30D | +2.0% | -10.6% | +12.6% | +8.9% |
| 3M | -1.3% | -13.2% | +11.8% | +7.0% |
| 6M | +71.4% | -20.3% | +91.8% | +95.4% |
| YTD | +135.3% | -9.3% | +144.6% | +146.4% |
| 1Y | +267.5% | -2.7% | +270.2% | +266.9% |
| 3Y | +388.5% | +1.4% | +387.1% | +357.0% |
| All | +432.3% | +10.4% | +421.9% | +350.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TXT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling